AUSSCHREIBUNG - TU-Wien
An der Abt. Industriefinanzierung und Investment Banking (im neuen
Organisationsplan: Abt. Finanzwirtschaft und Controlling)
(http://info.tuwien.ac.at/E330/), Institut für Betriebswissenschaften,
Arbeitswissenschaft und Betriebswirtschaftslehre (E330)
(http://ebweb.tuwien.ac.at/), der Technischen Universität Wien
(http://www.tuwien.ac.at/), ist voraussichtlich
ab 1.3.2004
auf die Dauer von 6 Jahren
eine Stelle für einen/eine Universitätsassistenten/in zu besetzen.
Beschäftigungsausmaß:
vollbeschäftigt
Aufnahmebedingungen:
einschlägig abgeschlossenes Doktoratsstudium bzw eine gleichwertige
wissenschaftliche Befähigung
Sonstige Kenntnisse:
Finanzwirtschaft und Risikomanagement, Statistik/Ökonometrie (inkl.
Zeitreihenanalyse), Informatikkenntnisse und Programmiererfahrung
Bewerbungsfrist:
21.1.2004 bis 11.2.2004
Bewerbungen sind an die Personalabteilung I
(http://www.tuwien.ac.at/zv/pers1/ bzw.
http://info.tuwien.ac.at/histu/inst/0104.html) der TU Wien, Karlsplatz
13, A-1040 Wien, zu richten.
Für weitergehende Auskünfte steht
a.o.Univ.-Prof. Dr. Wolfgang Aussenegg
(Email: waussen(a)pop.tuwien.ac.at)
(www: http://info.tuwien.ac.at/E330/Staff/Aussenegg.htm)
zur Verfügung.
Mit freundlichen Grüßen,
Wolfgang Aussenegg
--
***********************************************************
a.o.Univ.-Prof. Dr. Wolfgang Aussenegg
Institut für Betriebswissenschaften, Arbeitswissenschaft
und Betriebswirtschaftslehre
Abt. Industriefinanzierung und Investment Banking
Technische Universität Wien
Phone: +43-1-58801 - 33082
Fax: +43-1-58801 - 33098
E-mail: waussen(a)pop.tuwien.ac.at
Web: http://info.tuwien.ac.at/E330/
Adresse: Favoritenstraße 9-11
A-1040 Wien
Österreich
REMINDER * REMINDER * REMINDER * REMINDER * REMINDER
The GUTMANN CENTER FOR PORTFOLIO MANAGEMENT
at the University of Vienna
(http://www.gutmann-center.at)
is pleased to announce the following
PUBLIC LECTURE:
Date: January 21st, 4.30 p.m.
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
(http://www.gutmann.at)
Speaker: STEPHEN A. ROSS, MIT Sloan Management School
Franco Modigliani Professor of Financial Economics
http://sloancf.mit.edu/vpf/facstaff.cfm?ID=226&ProfType=F&sortor
der=name
A widely published author in finance and economics, Stephen Ross
is best known as the inventor of the Arbitrage Pricing Theory of
Agency, as well as the codiscoverer of risk-neutral pricing and
the binomial model for pricing derivatives. His book Corporate
Finance is in its fourth edition. Ross' current research efforts
involve a variety of phenomena in financial markets. He is a
principal of Roll & Ross Asset Management Corporation, which
employs technology that Ross helped develop to manage over $3
billion in investments worldwide. He is a fellow of the American
Academy of Arts and Sciences and is a director of Freddie Mac,
Algorithmics, Inc., and the College Retirement Equities Fund. He
is also a trustee of the California Institute of Technology.
Title: "A NEOCLASSICAL VIEW OF BEHAVIORAL FINANCE AND THE CLOSED
END FUND PUZZLE-IMPLICATIONS FOR ASSET MANAGEMENT"
Abstract:
"There is a rising interest in the use of anomalies and
behavioral finance
in asset management. Some of the results from this work are of
potential
value and much is not. Of most value are the empirical findings
when they
are properly understood and interpreted. Of least value are the
'behavioral
explanations'. Without a solid neoclassical financial basis for
an anomaly,
trading on the basis of it is perilous."
Please register - Contact:
Brigitte Juchelka, Bank Gutmann AG
mail: brigitte.juchelka(a)gutmann.at
Tel.: +43-1-50220-357
Fax: +43-1-50220-249
Further information:
Dorothea Grimm
Gutmann Center for Portfolio Management
mail: dorothea.grimm(a)univie.ac.at
Phone: +43-1-4277-38186
web: http://www.gutmann-center.at
CCEFM Workshop
Stephen Ross, MIT
"Compensation, Incentives, and the Duality of Risk Aversion and Riskiness"
Thursday, January 22nd, 2.30-4.00 pm
TU Wien, Gußhausstraße 25-29, 1040 Wien, HS EI8 (Stiege 1, EG)
The paper is downloadable from:
http://www.bwl.univie.ac.at/bwl/fiwi3/members/stomper/ccefm/work.html
The GUTMANN CENTER FOR PORTFOLIO MANAGEMENT
at the University of Vienna
(http://www.gutmann-center.at)
is pleased to announce the following
PUBLIC LECTURE:
Date: January 21st, 4.30 p.m.
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien
(http://www.gutmann.at)
Speaker: STEPHEN A. ROSS, MIT Sloan Management School
Franco Modigliani Professor of Financial Economics
http://sloancf.mit.edu/vpf/facstaff.cfm?ID=226&ProfType=F&sortor
der=name
A widely published author in finance and economics, Stephen Ross
is best known as the inventor of the Arbitrage Pricing Theory of
Agency, as well as the codiscoverer of risk-neutral pricing and
the binomial model for pricing derivatives. His book Corporate
Finance is in its fourth edition. Ross' current research efforts
involve a variety of phenomena in financial markets. He is a
principal of Roll & Ross Asset Management Corporation, which
employs technology that Ross helped develop to manage over $3
billion in investments worldwide. He is a fellow of the American
Academy of Arts and Sciences and is a director of Freddie Mac,
Algorithmics, Inc., and the College Retirement Equities Fund. He
is also a trustee of the California Institute of Technology.
Title: "A NEOCLASSICAL VIEW OF BEHAVIORAL FINANCE AND THE CLOSED
END FUND PUZZLE-IMPLICATIONS FOR ASSET MANAGEMENT"
Please register - Contact:
Brigitte Juchelka, Bank Gutmann AG
mail: brigitte.juchelka(a)gutmann.at
Tel.: +43-1-50220-357
Fax: +43-1-50220-249
Further information:
Dorothea Grimm
Gutmann Center for Portfolio Management
mail: dorothea.grimm(a)univie.ac.at
Phone: +43-1-4277-38186
web: http://www.gutmann-center.at
---------- Forwarded message ----------
Date: Thu, 08 Jan 2004 07:47:45 +0100
From: Stefan Bogner <Stefan.bogner(a)wu-wien.ac.at>
(...)
*************************************************************************
4.) Im Institut für Finanzierung und Finanzmärkte, Abt. für Betriebliche
Finanzierung, ist voraussichtlich ab 1. Februar 2004 bis 31. August 2005
1 Posten für eine/n Wissenschaftlichen Mitarbeiter/in, vollbeschäftigt,
(ArbeitnehmerIn der Wirtschaftsuniversität Wien gem. § 128 UG 2002 idgF)
zu besetzen.
Notwendige Kenntnisse und Qualifikationen:
EU-Bürger/in; abgeschlossenes Studium der Sozial- und
Wirtschaftswissenschaften
Erwünschte Kenntnisse und Qualifikationen:
Vertiefte Kenntnisse auf dem Gebiet der Finanzierung, der EDV-Anwendung
und der englischen Sprache, Interesse an finanzwissenschaftlicher Forschung
Kennzahl: 11105
Schriftliche Bewerbungen mit Lebenslauf und Angabe über den
Studienerfolg (ohne Original-zeugnisse) sind unter Angabe der
angeführten Kennzahl an die PERSONALABTEILUNG der Wirtschaftsuniversität
Wien, Augasse 2-6, 1090 Wien zu richten.
Ende der Bewerbungsfrist: 28. Jänner 2004
Bitte die Kennzahl unbedingt anführen !
Der Rektor:
o. Univ.Prof. Dr. Chr. Badelt
5.) Im Institut für Finanzierung und Finanzmärkte, Abt. für Betriebliche
Finanzierung, ist voraussichtlich ab 1. Februar 2004 bis 31. August 2005
1 Posten für eine/n Wissenschaftlichen Mitarbeiter/in, vollbeschäftigt,
(ArbeitnehmerIn der Wirtschaftsuniversität Wien gem. § 128 UG 2002 idgF)
zu besetzen.
Notwendige Kenntnisse und Qualifikationen:
EU-Bürger/in; abgeschlossenes Studium der Sozial- und
Wirtschaftswissenschaften oder der Mathematik bzw. Informatik mit
wirtschaftlichem Schwerpunkt
Erwünschte Kenntnisse und Qualifikationen:
Vertiefte Kenntnisse auf dem Gebiet der Finanzierung, der EDV-Anwendung
und der englischen Sprache, Interesse an finanzwissenschaftlicher Forschung
Kennzahl: 11305
Schriftliche Bewerbungen mit Lebenslauf und Angabe über den
Studienerfolg (ohne Original-zeugnisse) sind unter Angabe der
angeführten Kennzahl an die PERSONALABTEILUNG der Wirtschaftsuniversität
Wien, Augasse 2-6, 1090 Wien zu richten.
Ende der Bewerbungsfrist: 28. Jänner 2004
Bitte die Kennzahl unbedingt anführen !
*************************************************************************
Mit besten Grüßen
Stefan Bogner
Upcoming CCEFM Workshops
9.1.2003 Alex Stomper "Why Leverage Distorts Investment"
16.1.2003 Josef Zechner "Where is the Market? Evidence from Cross-Listings"
Both talks start at 3:30 pm in the Wiener Börse, Wallnerstrasse 8, 1010
Wien.
The papers are downloadable from:
http://www.bwl.univie.ac.at/bwl/fiwi3/members/stomper/ccefm/work.html
---------- Forwarded message ----------
Date: Wed, 17 Dec 2003 15:15:14 -0600
From: Leigh Tesfatsion <tesfatsi(a)IASTATE.EDU>
Subject: ACE News Notes (December)
(...)
In case you are interested, I have just released online the December
2003 news notes on agent-based computational economics (ACE). ACE
is the computational study of economies modelled as evolving systems
of autonomous interacting agents with learning capabilities. The
December 2003 ACE news notes can be accessed at
http://www.econ.iastate.edu/tesfatsi/ace1203.htm
These notes include announcements regarding books, journals,
software, and websites that might be of interest to ACE researchers
in particular and to computational social science researchers in
general. The notes are also archived (along with all past
distributed ACE news notes) at the ACE website at
http://www.econ.iastate.edu/tesfatsi/ace.htm
Best wishes,
Leigh Tesfatsion
Leigh Tesfatsion Department of Economics
Tel: (515) 294-0138 Iowa State University
FAX: (515) 294-0221 Ames, Iowa 50011-1070 U.S.A.
tesfatsi(a)iastate.edu http://www.econ.iastate.edu/tesfatsi/
From David G. Hobson <dgh(a)maths.bath.ac.uk>
Dear Colleague;
In 2005 the Isaac Newton Institute is holding a six-month programme on
Developments in Quantitative Finance: see
http://www.newton.cam.ac.uk/programs/DQF/index.html
The aim of this programme is to promote research in quantitative finance
and to gather together leaders from all related disciplines including
mathematicians, economists and industry professionals, so that they can
share their knowledge and advance their understanding.
There is already a preliminary schedule for programme (follow links for
the above or see http://www.bath.ac.uk/~masdgh/INI/timetable.html).
This schedule
is based around a series of events on various themes from accross
mathematics, economics and finance.
There is also a mailing list which those interested in participating in
one of the components of the programme are encouraged to join.
David Hobson
on behalf of the organisers
Darrell Duffie, Stanford University
David Hobson, University of Bath,
Chris Rogers, University of Cambridge,
Jose Scheinkman, Princeton University
---------- Forwarded message ----------
Date: Fri, 28 Nov 2003 08:50:22 +0000
From: Niels Jacob <N.Jacob(a)swansea.ac.uk>
Dear All,
this is to inform you that from April 19 - 23, 2004 Prof.
S.Levendorskiy (Austin, Texas) will give in Swansea a series of
lectures on
Asymptotic Analysis and Pseudo-Differential Operators in Application
to Finance
More details you will find on our webpage
http://www-maths.swan.ac.uk/levendorskiy.html
May I ask you to make this information available to your
collaborators and graduate students.
Many thanks and best regards
Niels Jacob
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Tue, 25 Nov 2003 17:12:56 +0100
From: OeFAI Information Server <oefaiinf(a)ai.univie.ac.at>
Subject: 20031203.VORTRAG: Dr. Brian Sallans, OFAI, Wien
VORTRAG
*******
Oesterreichisches Forschungsinstitut fuer Artificial Intelligence(OeFAI)
Freyung 6/6, A-1010 Wien
Tel.: +43-1-53361120, Fax: +43-1-5336112-77, Email: sec(a)oefai.at
-------------------------------------------------------------------------
Dr. Brian Sallans
Oesterreichisches Forschungsinstitut
fuer Artificial Intelligence (OeFAI)
AN AGENT-BASED MODEL OF INTERACTING MARKETS
With the increase in available computational power, agent-based
economic models have grown in prominence as a supplement to analytic
models and empirical studies. I will describe an agent-based discrete-
time model of interacting consumer and financial markets. The two
markets are linked through the behavior of boundedly-rational,
learning firms. The firms compete in the consumer market, and try to
satisfy both their customers and their shareholders. The model also
includes stock traders and simple consumers. I will give an overview
of the model, discuss validation and model exploration methods, and
show how the model can be used to investigate stock-option-based
management compensation.
Zeit: Mittwoch, 3.12.2003, 18:30 Uhr pktl.
Ort: Oesterreichisches Forschungsinstitut
fuer Artificial Intelligence
FREYUNG 6/6, 1010 Wien.
OESTERREICHISCHES FORSCHUNGSINSTITUT
FUER ARTIFICIAL INTELLIGENCE
o.Univ.-Prof. Ing. Dr. Robert Trappl
***
[added by Andreas Schamanek:]
OeFAI -- http://www.oefai.at/